+78.8%
SE vs EIX
+11.2%
+67.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.8% |
| 7D | +3.3% | +0.7% | +2.6% | +3.2% |
| 30D | -18.2% | +8.8% | -26.9% | -18.7% |
| 3M | -31.3% | -10.9% | -20.4% | -30.7% |
| 6M | -10.1% | -10.3% | +0.2% | -9.7% |
| YTD | -38.9% | +5.8% | -44.7% | -39.6% |
| 1Y | -48.0% | +11.4% | -59.4% | -48.8% |
| 3Y | +78.8% | +11.1% | +67.8% | +136.8% |
| All | +78.8% | +11.2% | +67.6% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling